-41.3%
CAG vs D
+8.5%
-49.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -5.3% | +0.8% | -6.0% | -5.6% |
| 30D | +1.0% | -0.7% | +1.7% | +1.2% |
| 3M | +17.4% | +2.1% | +15.3% | +16.4% |
| 6M | -16.8% | +6.8% | -23.6% | -19.1% |
| YTD | -6.8% | +16.5% | -23.3% | -12.3% |
| 1Y | -15.4% | +19.2% | -34.5% | -21.2% |
| 3Y | -37.1% | +61.9% | -98.9% | -48.4% |
| 5Y | -41.3% | +6.5% | -47.8% | -41.3% |
| All | -41.3% | +8.5% | -49.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling